关于无套利市场的二叉树期权定价模型性质的讨论

本文讨论了二叉树期权市场的无套利条件,引入有随机因素存在的二叉树欧式期权定价模型,并推出单阶段、多阶段情况下欧式期权的计算公式,证明了多阶段市场未定权益的重要性质.     

Identification tree based on fragmentation rules for structure elucidation of organophosphorus esters by electrospray mass spectrometry

Organophosphorus compounds have played important roles as pesticides, chemical warfare agents and extractors of radioactive material. Structural elucidation of phosphonates poses a particular challenge because their initial forms can be hydrolyzed, thus, degradation products may predominate in samples acquired in the field. The analysis of non‐volatile organophosphorus compounds and their degradation products is possible using electrospray tandem mass spectrometry ESI‐MS/MS. Here, we present a generic strategy that allows the unambiguous identification of substituents for two families of organophosphorus compounds: the phosphonates and phosphates. General fragmentation rules were deduced based on the study of decomposition pathways of 55 organophosphorus esters, including examples found in the literature. Multistage MS (MSⁿ) experiments at high resolution in a hybrid mass spectrometer provide accurate mass measurements, whereas collision‐induced dissociation experiments in a triple quadrupole give access to small fragment ions. The creation of a specific nomenclature for each possible structure of organophosphorus compound, depending on the alkyl side chain linked to the oxygen, was achieved by applying these fragmentation rules. This led to the creation of an ‘identification tree’ based upon the unique consecutive decomposition pathways uncovered for each individual compound. Hence, seven structural motifs were created that orient an unequivocal identification using the ‘identification tree’. Despite the similar structures of the ensemble of phosphate and phosphonate esters, distinct identifications based upon characteristic neutral losses and diagnostic fragment ions were possible in all cases. Copyright © 2013 John Wiley & Sons, Ltd.     

虾肝肠胞虫感染病理特征、18S rRNA基因序列及系统进化树分析

为调查浙江省部分地区虾肝肠胞虫(Enterocytozoon hepatopenaei,EHP)暴发来源及与其他宿主来源的微孢子虫进化关系,本研究利用形态学特征和分子鉴定,尝试对引起浙江多地凡纳对虾生长缓慢综合征的病原进行探究.同时基于18S rRNA基因序列分析该病原与其他地区及其他宿主来源微孢子虫的进化关系.结果显...     

出生率与年龄段有关的生灭分枝树

本文基于生灭过程的生灭演化机理, 将生物繁衍过程描述为有向随机图过程-随机分枝树, 建立了出生率与年龄段有关的生灭分枝树演化模型. 本文研究了任一节点在不同年龄及临死时刻的出度分布、虚出度分布和拟出度分布, 并证明了拟出度过程是随机时刻终止的Poisson过程, 讨论了首生年龄及相对出生年龄的分布, 给出了任一节点成为孤立节点的概率.     

一类T形树匹配唯一的充要条件

证明：若m∈Ze^ ,则T形树T(1,m,n）匹配唯一当且仅当n≠m,m 3,2m 5.     

最大Randid指标的k悬挂点化学树的性质

化学分子图G的Randie指标为R（G）=∑wv（dG（u）dG（v））^2/1．其中uv是G的边,dG（u）表示的顶点u的度．本文刻画了具有最大Randie指标的k悬挂点化学树的一些性质．     

Scenario Reduction Algorithms in Stochastic Programming

We consider convex stochastic programs with an (approximate) initial probability distribution P having finite support supp P, i.e., finitely many scenarios. The behaviour of such stochastic programs is stable with respect to perturbations of P measured in terms of a Fortet-Mourier probability metric. The problem of optimal scenario reduction consists in determining a probability measure that is supported by a subset of supp P of prescribed cardinality and is closest to P in terms of such a probability metric. Two new versions of forward and backward type algorithms are presented for computing such optimally reduced probability measures approximately. Compared to earlier versions, the computational performance (accuracy, running time) of the new algorithms has been improved considerably. Numerical experience is reported for different instances of scenario trees with computable optimal lower bounds. The test examples also include a ternary scenario tree representing the weekly electrical load process in a power management model.     

耦合混沌系统的相同步：从高维混沌到低维混沌

混沌系统的相同步现象是近几年混沌同步研究的热点,它反映了混沌运动中的有序行为.用分岔树来研究耦合系统相同步的进程,并用Lyapunov指数谱来探讨系统动力学在相同步时从高维混沌向低维混沌过渡的进程.发现了从多个有理同步的时间交替到完全相同步的道路.还 发现了相同步中的混沌抑制及通过倍周期分岔向混沌同步的恢复.此外,研究表明,非对称 耦合可以大大加强耦合系统的相同步,这对实际应用有重要的意义. 关键词： 相同步 分岔树 李指数     

故障树模块化在装甲车辆灭火系统故障诊断中的应用

为了实现装甲装备灭火系统故障的快速诊断,提出了一种故障树模块化分析方法;对灭火系统故障树进行深度优先最左遍历,并记录遍历过程,按照遍历顺序对故障树中的每个事件进行标定,并将灭火系统故障树划分为相互独立的模块,依据划分的模块可以通过故障现象对模块内的故障进行排查及修复;实验结果分析表明,该方法可以快速修复模块故障,恢复系统功能,简化了以往对灭火系统所有子事件遍历查错的繁琐过程。该方法同样可以计算故障模块的失效概率,并可以实现故障模块的整体更换,恢复系统性能;证明了故障树模块化方法在灭火系统故障诊断中具有较高的效率,简化了灭火系统诊断流程,在装甲车辆其他系统故障诊断中具有借鉴作用,符合现代作战对于装备保障的需求。     

Addendum to: “Hamilton-laceable bi-powers of locally finite bipartite graphs” [Discrete Math. 345 (2022) 112777]

In this addendum we give a short and easy negative answer to the two questions raised in the original article.